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ABS

Commercial Paper Two-Week Discount Rates

August 23, 2004, 12:00 a.m. EDT 1 Min Read
Year to date as of 09/09
Term (days) 09/03 09/06 09/07 09/08 09/09 1-week
Change (bps)*		 5-day
Average		 52-wk
High		 52-wk
Low
AA Financial
1-day 1.47 − 1.51 1.49 1.49 -2.00 1.49 1.55 0.94
7-day 1.46 − 1.50 1.50 1.50 -1.00 1.49 1.51 0.92
15-day 1.52 − 1.55 1.56 1.54 3.65 1.54 1.56 0.98
30-day 1.56 − 1.62 1.64 1.66 7.20 1.62 1.66 1.00
60-day 1.67 − 1.69 1.70 1.71 5.05 1.69 1.71 1.01
90-day 1.73 − 1.76 1.79 1.77 4.25 1.76 1.79 1.02
AA Nonfinancial
1-day 1.46 − 1.51 1.49 1.49 -1.45 1.49 1.55 0.91
7-day 1.50 − 1.48 1.49 1.49 -1.00 1.49 1.51 0.90
15-day 1.48 − 1.52 1.50 1.50 -0.80 1.50 1.55 0.97
30-day 1.54 − 1.59 1.61 1.62 6.60 1.59 1.62 0.97
60-day 1.61 − 1.64 1.63 1.65 4.05 1.63 1.65 0.98
90-day 1.69 − − − 1.75 -1.50 1.72 1.93 0.98
A2/P2 Nonfinancial
1-day 1.54 − 1.58 1.56 1.56 -2.20 1.56 1.63 1.00
7-day 1.55 − 1.60 1.60 1.57 -1.40 1.58 1.63 1.02
15-day 1.60 − 1.61 1.62 1.65 1.40 1.62 1.65 1.05
30-day 1.73 − 1.77 1.74 1.75 6.15 1.75 1.77 1.07
60-day 1.76 − 1.83 1.81 1.77 3.05 1.79 1.83 1.06
90-day 1.84 − 1.88 1.83 1.88 2.15 1.86 1.89 1.07
Note: One week change based on the consecutive five-day floating averages.Source: Federal Reserve Bank
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